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Volatilitiy of world food commodity prices and renewable fuel standard policy
Farida, Ida; Singagerda, Faurani Santi - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 1, pp. 516-527
Persistent link: https://www.econbiz.de/10012598912
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Ethanol Hedging Strategies Using Dynamic Multivariate GARCH
Garcia, Sergio - 2016
Ethanol has been the subject of intense debate following the adoption of the Energy Policy Act of 2005 (EPAct) which established that the gasoline supply in the United States (U.S.) must contain 10% ethanol. This work seeks to identify hedging ratios using dynamic multivariate GARCH to best...
Persistent link: https://www.econbiz.de/10012979327
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Volatility linkages between energy and agricultural commodity prices
López Cabrera, Brenda; Schulz, Franziska - In: Energy economics 54 (2016), pp. 190-203
Persistent link: https://www.econbiz.de/10011662808
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Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
Wang, Pengfei (contributor); Wen, Yi (contributor) - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003740040
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Endogenous volatility, endogenous growth, and large welfare gains from stabilization policies
Wang, Peng-fei; Wen, Yi - 2006
Persistent link: https://www.econbiz.de/10003438265
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The volatility of the socially optimal level of investment
Guest, Ross; McDonald, Ian Martin - In: Journal of policy modeling : JPMOD ; a social science … 23 (2001) 8, pp. 901-928
Persistent link: https://www.econbiz.de/10001647244
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The demise of commodity price agreements : the role of exchange rates and special interests
Kofman, Paul; Viaene, Jean-Marie - In: European journal of political economy 16 (2000) 4, pp. 775-805
Persistent link: https://www.econbiz.de/10001532199
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Insider trading : regulation, securities markets, and welfare under risk aversion
Estrada, Javier - In: The quarterly review of economics and finance : journal … 35 (1995) 4, pp. 421-449
Persistent link: https://www.econbiz.de/10001194588
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The volatility of the socially optimal level of investment
Guest, Ross; McDonald, Ian Martin - 1995
Persistent link: https://www.econbiz.de/10000921601
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Insider trading : regulation, securities markets and welfare
Estrada, Javier - 1993
Persistent link: https://www.econbiz.de/10000928659